Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.55 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47359.14 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45961.12 Kr¶

PnL: ---------------------------------------> -927.45 Kr¶

DD now: ---------------------------------> -2.613 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 09:11:41.835121'

Anic Portfolio¶

Today¶

Return: -0.354 %¶

This Week¶

Return: -0.354 %¶

Total¶

Return: 55.042 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.110000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 -1.990000 2754.500000 118.500000 4.500000 2636.000010
HMS Networks 2 0.720000 785.600000 112.600000 16.730000 673.000000
Nordea Bank Abp 29 -0.230000 3506.680000 52.680000 1.530000 3453.999992
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -2.420000 398.500000 43.500000 12.250000 355.000000
Resurs Holding 22 -1.190000 602.800000 28.800000 5.020000 573.999998
SAAB B 8 -0.470000 3404.000000 27.000000 0.800000 3377.000000
AcadeMedia 12 0.250000 580.800000 23.800000 4.270000 557.000004
Swedbank A 3 -0.460000 586.650000 22.650000 4.020000 564.000000
OEM International B 7 0.380000 549.500000 21.500000 4.070000 527.999997
Intrum 4 -0.580000 544.800000 17.800000 3.380000 527.000000
Corem Property Group B 59 -3.170000 594.130000 17.130000 2.970000 576.999999
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Securitas B 6 -0.570000 584.640000 14.640000 2.570000 570.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Norva24 Group 16 -0.510000 557.120000 14.120000 2.600000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.840000 254.880000 8.880000 3.610000 246.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Coor Service Management Hold. 8 -1.330000 533.600000 1.600000 0.300000 532.000000
Creaspac SPAC 6 -0.830000 576.600000 -0.400000 -0.070000 577.000002
Boozt 12 -1.150000 1651.200000 -2.800000 -0.170000 1653.999996
Handelsbanken A 5 -0.460000 537.750000 -8.250000 -1.510000 546.000000
Midsona B 63 1.220000 574.560000 -8.440000 -1.450000 582.999984
CTEK 13 -0.260000 508.300000 -25.700000 -4.810000 533.999999
International Petroleum Corp. 5 -1.390000 566.000000 -28.570000 -4.810000 594.565215
Essity B 2 0.300000 536.000000 -38.000000 -6.620000 574.000000
Vivesto 1368 2.670000 568.810000 -44.190000 -7.210000 612.999432
Essity A 4 0.370000 1078.000000 -71.000000 -6.180000 1149.000000
Sampo Oyj SDB 7 -0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 -0.570000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -0.930000 2756.000000 -215.000000 -7.240000 2971.000006
OX2 18 -0.620000 1436.400000 -227.600000 -13.680000 1663.999992
Axfood 13 0.710000 3491.800000 -264.200000 -7.030000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 45961.120000 -927.450000 -2.6131% 46888.564618

Updated:¶

'2023-01-30 09:11:54.586053'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶